0001567619-20-003485.txt : 20200214
0001567619-20-003485.hdr.sgml : 20200214
20200214070045
ACCESSION NUMBER: 0001567619-20-003485
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200214
DATE AS OF CHANGE: 20200214
EFFECTIVENESS DATE: 20200214
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Graham Capital Management, L.P.
CENTRAL INDEX KEY: 0001315421
IRS NUMBER: 061398337
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11610
FILM NUMBER: 20613795
BUSINESS ADDRESS:
STREET 1: 40 HIGHLAND AVENUE
CITY: ROWAYTON
STATE: CT
ZIP: 06853
BUSINESS PHONE: 203.899.3400
MAIL ADDRESS:
STREET 1: 40 HIGHLAND AVENUE
CITY: ROWAYTON
STATE: CT
ZIP: 06853
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001315421
XXXXXXXX
12-31-2019
12-31-2019
Graham Capital Management, L.P.
40 HIGHLAND AVENUE
ROWAYTON
CT
06853
13F HOLDINGS REPORT
028-11610
N
Timothy Sperry
Chief Compliance Officer
203-899-3400
/s/ Timothy Sperry
Rowayton
CT
02-11-2020
0
82
2743437
false
INFORMATION TABLE
2
form13fInfoTable.xml
3M CO
COM
88579Y101
13231
75000
SH
SOLE
75000
0
0
ACCELERATE DIAGNOSTICS INC
Note
00430HAB8
4076
5000000
PRN
SOLE
5000000
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
6363
30000
SH
SOLE
30000
0
0
AMAZON COM INC
COM
023135106
22174
12000
SH
SOLE
12000
0
0
APHRIA INC
COM
03765K104
15147
2902000
SH
Put
SOLE
2902000
0
0
AURORA CANNABIS INC
DEBT 5.500% 2/2
C0534LAA3
948
1500000
PRN
SOLE
1500000
0
0
AURORA CANNABIS INC
COM
05156X108
756
350000
SH
Put
SOLE
350000
0
0
AURORA CANNABIS INC
COM
05156X108
90
42068
SH
SOLE
42068
0
0
BARCLAYS BK PLC
IPATH B SHRT TRM
06746P621
16154
1025000
SH
Put
SOLE
1025000
0
0
BOEING CO
COM
097023105
16288
50000
SH
SOLE
50000
0
0
BROADCOM INC
COM
11135F101
10428
33000
SH
SOLE
33000
0
0
CALIFORNIA RES CORP
COM
13057Q206
20580
2279300
SH
Put
SOLE
2279300
0
0
CANOPY GROWTH CORP
COM
138035100
6033
286100
SH
Put
SOLE
286100
0
0
CATERPILLAR INC DEL
COM
149123101
27468
186000
SH
SOLE
186000
0
0
CHESAPEAKE ENERGY CORP
Note
165167CY1
7445
14985000
PRN
SOLE
14985000
0
0
CISCO SYS INC
COM
17275R102
15107
315000
SH
SOLE
315000
0
0
CME GROUP INC
COM
12572Q105
6021
30000
SH
SOLE
30000
0
0
COLONY CAP INC
Note
19624RAB2
14399
14575000
PRN
SOLE
14575000
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
4933
26000
SH
SOLE
26000
0
0
CONTURA ENERGY INC
COM
21241B100
2891
319522
SH
SOLE
319522
0
0
DHT HOLDINGS INC
Note
23335SAD8
25714
18350000
PRN
SOLE
18350000
0
0
EAGLE BULK SHIPPING INC
DEBT 5.000% 8/0
Y21898AA2
688
628000
PRN
SOLE
628000
0
0
ENPHASE ENERGY INC
COM
29355A107
3291
125959
SH
SOLE
125959
0
0
GDS HLDGS LTD
Note
36165LAB4
17710
14675000
PRN
SOLE
14675000
0
0
GENERAL ELECTRIC CO
COM
369604103
6696
600000
SH
SOLE
600000
0
0
GOLAR LNG LTD
Note
38046YAB7
18903
21100000
PRN
SOLE
21100000
0
0
GOPRO INC
CL A
38268T103
6497
1497100
SH
SOLE
1497100
0
0
GOPRO INC
Note
38268TAB9
15605
16000000
PRN
SOLE
16000000
0
0
GREENLIGHT CAP RE LTD
Note
395366AB3
8896
9300000
PRN
SOLE
9300000
0
0
HOME DEPOT INC
COM
437076102
10919
50000
SH
SOLE
50000
0
0
INTERCEPT PHARMACEUTICALS IN
Note
45845PAA6
16205
16000000
PRN
SOLE
16000000
0
0
INTREXON CORP
Note
46122TAA0
13398
22000000
PRN
SOLE
22000000
0
0
INVESCO QQQ TR
UNIT SER 1
46090E103
286483
1350000
SH
Call
SOLE
1350000
0
0
IQIYI INC
Note
46267XAB4
17734
16000000
PRN
SOLE
16000000
0
0
IQIYI INC
SPONSORED ADS
46267X108
10698
506800
SH
Put
SOLE
506800
0
0
ISHARES INC
MSCI HONG KG ETF
464286871
4866
200000
SH
SOLE
200000
0
0
ISHARES INC
MSCI BRAZIL ETF
464286400
14567
307000
SH
Call
SOLE
307000
0
0
ISHARES INC
MSCI BRAZIL ETF
464286400
46894
988300
SH
SOLE
988300
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
44870
1000000
SH
Call
SOLE
1000000
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
177020
1070000
SH
Put
SOLE
1070000
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
215072
1300000
SH
Call
SOLE
1300000
0
0
ISHARES TR
JPMORGAN USD EMG
464288281
21766
190000
SH
SOLE
190000
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
8726
200000
SH
SOLE
200000
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
33652
750000
SH
SOLE
750000
0
0
ISHARES TR
MSCI INDIA ETF
46429B598
33392
950000
SH
SOLE
950000
0
0
KAMAN CORP
Note
483548AF0
18454
15375000
PRN
SOLE
15375000
0
0
MALLINCKRODT PUB LTD CO
SHS
G5785G107
349
100000
SH
SOLE
100000
0
0
MEDICINES CO
COM
584688105
14023
165100
SH
SOLE
165100
0
0
MICROSOFT CORP
COM
594918104
12616
80000
SH
SOLE
80000
0
0
NII HLDGS INC
COM PAR
62913F508
418
192700
SH
SOLE
192700
0
0
NIKE INC
CL B
654106103
5572
55000
SH
SOLE
55000
0
0
NIO INC
DEBT 4.500% 2/0
G6525FAA0
2254
4350000
PRN
SOLE
4350000
0
0
NIO INC
SPON ADS
62914V106
18307
4554700
SH
Put
SOLE
4554700
0
0
NOBLE CORP PLC
SHS USD
G65431101
1301
1066700
SH
SOLE
1066700
0
0
NOBLE CORP PLC
SHS USD
G65431101
1301
1066700
SH
Put
SOLE
1066700
0
0
NOVAVAX INC
Note
670002AB0
4732
11850000
PRN
SOLE
11850000
0
0
NOVAVAX INC
COM
670002401
995
250000
SH
Put
SOLE
250000
0
0
NVIDIA CORP
COM
67066G104
7059
30000
SH
SOLE
30000
0
0
OMEROS CORP
Note
682143AE2
14272
14700000
PRN
SOLE
14700000
0
0
OPKO HEALTH INC
Note
68375NAD5
12123
15550000
PRN
SOLE
15550000
0
0
PRETIUM RES INC
Note
74139CAB8
19859
19000000
PRN
SOLE
19000000
0
0
REDWOOD TR INC
Note
758075AD7
12824
12500000
PRN
SOLE
12500000
0
0
SALESFORCE COM INC
COM
79466L302
29275
180000
SH
SOLE
180000
0
0
SCORPIO TANKERS INC
Note
80918TAB5
13105
10650000
PRN
SOLE
10650000
0
0
SCORPIO TANKERS INC
SHS
Y7542C130
1573
40000
SH
SOLE
40000
0
0
SELECT SECTOR SPDR TR
ENERGY
81369Y506
80334
1338010
SH
SOLE
1338010
0
0
SELECT SECTOR SPDR TR
SBI INT-INDS
81369Y704
15071
185000
SH
SOLE
185000
0
0
SHIP FIN INTL LTD
Note
824689AG8
15093
13325000
PRN
SOLE
13325000
0
0
SHIP FINANCE INTERNATIONAL L
Note
G81075AF3
3218
3030000
PRN
SOLE
3030000
0
0
SILVER STD RES INC
Note
82823LAC0
10888
10727000
PRN
SOLE
10727000
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
902134
6325000
SH
Call
SOLE
6325000
0
0
SUNPOWER CORP
DBCV 4.000% 1/1
867652AL3
6147
7450000
PRN
SOLE
7450000
0
0
TESLA INC
Note
88160RAC5
150861
118329000
PRN
SOLE
118329000
0
0
TILRAY INC
Note
88688TAB6
5674
10650000
PRN
SOLE
10650000
0
0
TRANSOCEAN INC
DEB 0.500% 1/3
893830BJ7
35126
35181000
PRN
SOLE
35181000
0
0
UBER TECHNOLOGIES INC
COM
90353T100
3717
125000
SH
Put
SOLE
125000
0
0
UBER TECHNOLOGIES INC
COM
90353T100
7435
250000
SH
SOLE
250000
0
0
VERASTEM INC
Note
92337CAB0
2667
3021000
PRN
SOLE
3021000
0
0
VISA INC
COM CL A
92826C839
18790
100000
SH
SOLE
100000
0
0
WHITING PETE CORP NEW
COM
966387409
1607
219000
SH
Put
SOLE
219000
0
0
WHITING PETE CORP NEW
Note
966387AL6
2306
2348000
PRN
SOLE
2348000
0
0
ZILLOW GROUP INC
Note
98954MAB7
21163
18900000
PRN
SOLE
18900000
0
0